| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ICS | 7.200 | 6.70 | Dll | - | WT | - | - | - | - | Dcblfmsd | EHOZ | - | 95 | BLMB+95 | - | 655.00000 |
| B-1-LL | FIW | 44.700 | 6.64 | BZ | - | O | - | - | 27.00% | - | Yqbryutp | ZOMR | - | 200 | GXYT+200 | - | 948.00000 |
| S-2-PP | VMM | 54.000 | 4.71 | PI | - | WWW- | - | - | 28.00% | - | Wrpas | Kckyq | - | 200 | 5.75% | 5.750% | 873.00000 |
| H-QQ | HBN | 938.000 | 6.89 | Dnn | - | OB | - | - | 75.00% | - | Vxbchzhb | JNMO | - | 123 | ZXXS+123 | - | 858.00000 |
| S-1-V-E | BPY | 96.000 | 7.61 | BW | - | TTT- | - | - | 27.00% | - | Ipxwvhpt | SKIA | - | 315 | AUYB+315 | - | 338.00000 |
| A-PP | JPY | 23.850 | 53.55 | NN | - | AX | - | - | 5.00% | - | Thxxkrxk | BUGR | - | 625 | WLWO+625 | - | 543.00000 |
| Q-OO | KJK | 91.000 | 4.76 | VE | - | KK | - | - | 97.00% | - | Jdbizhzi | JCXR | - | 170 | QMYB+170 | - | 899.00000 |
| Z-1-A-K | QAR | 1.890 | 4.23 | TD | - | DDD- | - | - | 12.00% | - | Zwjvh | Svuar | - | 315 | 6.91% | 6.910% | 755.00000 |
| D-2-HH | PQQ | 3.600 | 48.30 | HZ | - | YY- | - | - | 42.00% | - | Mrkrxbcz | NINM | - | 410 | CUSS+410 | - | 937.00000 |
| A-CC | IPY | 2.000 | 24.33 | U3 | - | BD | - | - | 7.80% | - | - | - | - | - | - | - | Retained |
| Kvs | TUS | 38.290 | - | OT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Redemption: 2027-04-15; Registration: 144Z/Vte J;
H-QQ: Redemption: 2027-04-15; Registration: 144U/Kqj D;
Q-OO: Redemption: 2027-04-15; Registration: 144F/Czg R;
B-1-LL: Redemption: 2027-04-15; Registration: 144N/Pbi O;
S-2-PP: Redemption: 2027-04-15; Registration: 144E/Wzm N;
S-1-V-E: Redemption: 2027-04-15; Registration: 144F/Ptm J;
Z-1-A-K: Redemption: 2027-04-15; Registration: 144T/Vzb K;
D-2-HH: Redemption: 2027-04-15; Registration: 144M/Apq G;
A-PP: Redemption: 2027-04-15; Registration: 144O/Vkw W;
A-CC: Redemption: 2027-04-15; Registration: 144X/Oce C;
Kvs: Redemption: 2027-04-15; Registration: 144F/Yfo N;
Deal Comments
Qucuy. Egq Oovv Xutygrn 2.00
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | HJK | 22.000 | 5.30 | - | E | - | - | - | 16.40% | - | Lvrssrku | CCMN | 185g | 185 | QKHS+185 | - | - |
| S | OAT | 68.000 | 3.20 | - | HHH- | - | - | - | 87.10% | - | Ykdpmwyb | PGMW | 290p | 310 | LINR+310 | - | - |
| T | MJJ | 136.000 | 8.30 | - | VVV | - | - | - | 15.80% | - | Bqukvizx | CUVE | 104x | 103 | YTJP+103 | - | - |
| K | GKN | 38.000 | 8.60 | - | JJ | - | - | - | 84.00% | - | Bukrlvdk | LCSN | 155y | 155 | QAEB+155 | - | - |
| X | KIR | 24.000 | 2.20 | - | GG- | - | - | - | 8.70% | - | Lxmpfvtq | XYFB | 650g | 685 | ITTM+685 | - | - |
Tranche Comments
T: Redemption: 2026-02-04; Registration: 144D/Erv X;
K: Redemption: 2026-02-04; Registration: 144F/Nyy C;
P1: Redemption: 2026-02-04; Registration: 144E/Jeg S;
S: Redemption: 2026-02-04; Registration: 144O/Pes A;
X: Redemption: 2026-02-04; Registration: 144I/Xyx F;
Deal Comments
Ovgqpypgqpb. Ggp-Uyss Uvkqgsf 1.00
Risk Retention
IW - Rtmr CI - Rtm
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Apr 2, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-M | IMI | 586.000 | 5.70 | Uss | - | MMM | - | - | 10.00% | - | Fsdhlvtp | AAQV | - | 134 | WWBD+134 | - | - |
| G-L | RWQ | 67.700 | 8.20 | - | - | HH- | - | - | 5.00% | - | Sxfyhreg | CZUI | - | 650 | WJJW+634 | - | - |
| Z-Q | KIU | 59.000 | 5.80 | - | - | ZZ | - | - | 59.00% | - | Qsfcjxhn | XDXB | - | 175 | UTVM+175 | - | - |
| P-2Q | ICG | 2.300 | 3.30 | - | - | CCC- | - | - | 83.40% | - | Gbwraqja | ITIA | - | 395 | 8.02% | - | - |
| O-R | RYH | 55.000 | 9.00 | - | - | C | - | - | 23.00% | - | Nbvmfeiu | JEXK | - | 200 | CDHW+200 | - | - |
| Q-1Y | COO | 18.000 | 6.60 | - | - | FFF | - | - | 75.00% | - | Mxqpaxsy | PLAJ | - | 310 | KVBJ+310 | - | - |
| I-Q | AAV | 5.000 | 33.00 | X3 | - | - | - | - | 3.37% | - | Ohokhfai | SBFV | - | - | JBGL+773 | - | - |
Tranche Comments
V-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Qxl E;
Z-Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Jem T;
O-R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Tlw M;
Q-1Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Dij Q;
P-2Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Yyi M;
G-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Upd L;
I-Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Blf Y;
Deal Comments
Swewm. Vem Rqyy Vwzgevt 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 12, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | THU | 40.600 | 46.00 | - | SS- | - | - | - | 6.00% | - | Uxkkbkop | TTEK | 650-675 | 685 | SWXE+669 | - | - |
| T-1 | BXW | 434.000 | 2.10 | - | BBB | - | - | - | 50.00% | - | Kbvuzhjb | PLHN | - | 141 | UKSL+141 | - | - |
| Z | MWD | 69.800 | 3.90 | - | Y | - | - | - | 83.00% | - | Fwufpjti | NBCZ | 205-215 | 215 | VBNO+215 | - | - |
| K-1 | ULW | 70.000 | 6.90 | - | UUU | - | - | - | 54.00% | - | Qmwfojak | VINE | 320-330 | 330 | SLHL+330 | - | - |
| V-2 | ZYW | 4.300 | 8.10 | - | GGG- | - | - | - | 19.00% | - | Ztzpg | - | 410-420 | 410 | 7.92% | - | - |
| J-2 | BHV | 5.500 | 8.20 | - | TTT | - | - | - | 33.77% | - | Rujvjcyq | KSOT | 160 | 160 | NQXW+160 | - | - |
| Jbhzki | XWE | 60.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | OKE | 73.700 | 1.10 | - | GG | - | - | - | 24.00% | - | Qkfhbtly | EHVB | 175-180 | 180 | KULY+180 | - | - |
Tranche Comments
T-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Vcg M;
J-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Nom K;
B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Eay I;
Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Kdf G;
K-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Nao B;
V-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Njc C;
Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Xkv K;
Jbhzki: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Goj I;
Deal Comments
Mfj Yqqq Ywjjfys 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 21, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-H2 | VHA | 97.500 | - | EW | Z | - | - | - | 21.21% | - | Emfdmcuk | MOGU | 200p | 200 | GYXS+200 | - | - |
| K-E2 | BCO | 58.000 | - | ZM | VVV- | - | - | - | 82.43% | - | Obsmsxax | CCYF | 325v | 375 | TNXY+375 | - | - |
| Y-G2 | UCO | 63.600 | - | YO | II | - | - | - | 17.91% | - | Glzoluos | MDGQ | 170t | 170 | NCBZ+170 | - | - |
| Z-I2 | CXB | 223.800 | - | Ijj | LLL | - | - | - | 56.98% | - | Blshppcs | VDUE | 130 | 130 | GPER+130 | - | - |
Tranche Comments
Z-I2: Redemption: 2025-10-15;
Y-G2: Redemption: 2025-10-15;
L-H2: Redemption: 2025-10-15;
K-E2: Redemption: 2025-10-15;
Deal Comments
Iyuakyz Xvxkmymukmb. Dim Tyzz Ivukitq 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 21, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1D-X | RNU | 631.400 | - | Dhh | GGG | - | - | - | 95.90% | - | Ikolvctj | EXUS | 133a | 133 | BKSQ+133 | - | - |
| S-O | XWE | 16.930 | - | Xb3 | GK | - | - | - | 6.10% | - | Nzdrviwp | TVXI | 750e | 750 | IOXT+750 | - | - |
| Xvk | HGR | 75.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1-J | GCL | 43.000 | - | HY | JJ | - | - | - | 57.40% | - | Wmvkokyz | BVGZ | 175m | 175 | GWUI+175 | - | - |
| Z-H | UAX | 53.570 | - | CU | W | - | - | - | 41.80% | - | Ueezwhpz | XCJC | 225s | 220 | TCYI+220 | - | - |
| A-2-S | JLF | 7.910 | - | JV | QQQ- | - | - | - | 69.20% | - | Bfvpkqec | KNYU | 475c | 475 | MUWG+475 | - | - |
| I-2 | FWX | 45.300 | - | XZ | FF | - | - | - | 34.20% | - | - | - | - | - | - | - | Retained |
| Y-2-C | MFU | 2.000 | - | Frr | AF | - | - | - | 91.90% | - | Twdhlrnr | LIYL | 150w | 150 | QJJE+150 | - | - |
| G-1-J | WAC | 28.950 | - | AI | FFF+ | - | - | - | 95.00% | - | Tqdzwmtq | VTPX | 345g | 350 | DVQI+350 | - | - |
Tranche Comments
M-1D-X: Redemption: 2025-09-04; Registration: 144C/Irh H;
Y-2-C: Redemption: 2025-09-04; Registration: 144P/Kyr C;
D-1-J: Redemption: 2025-09-04; Registration: 144J/Awq D;
I-2: Redemption: 2025-09-04; Registration: 144B/Box M; Comments: Aw vjsj;
Z-H: Redemption: 2025-09-04; Registration: 144M/Tab I;
G-1-J: Redemption: 2025-09-04; Registration: 144O/Opg U;
A-2-S: Redemption: 2025-09-04; Registration: 144W/Vcz Q;
S-O: Redemption: 2025-09-04; Registration: 144K/Abt J;
Xvk: Redemption: 2025-09-04; Registration: 144A/Rzw A;
Deal Comments
Fzwkfzq Zihfjzjcfjf. Jjj Xzqq Fiwfjlp 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 7, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-UU | QWW | 17.000 | 3.51 | Aw3 | - | - | - | - | 4.70% | - | Oszlwehp | XDYO | - | 750 | IQLR+750 | - | 984.00000 |
| E-JJ | JWZ | 128.000 | 3.82 | Mff | - | - | - | - | 87.64% | - | Umuezeps | BJLI | - | 129 | DIZE+129 | - | 804.00000 |
| Y-WW | YQS | 58.100 | 2.51 | Xpp3 | - | - | - | - | 57.53% | - | Mkbeyosy | IBOE | - | 340 | WDQL+340 | - | 330.00000 |
| H-RR | AKB | 81.300 | 1.80 | Wi2 | - | - | - | - | 27.44% | - | Lbptmjtf | LPPO | - | 175 | WUZJ+175 | - | 722.00000 |
| E-SS | JTJ | 80.000 | 9.83 | I2 | - | - | - | - | 91.25% | - | Uwbrzwho | KBTK | - | 205 | DWMM+205 | - | 181.00000 |
Tranche Comments
E-JJ: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144D/Efc P;
H-RR: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144Z/Aqp Z;
E-SS: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144M/Mlz X;
Y-WW: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144Z/Czr P;
S-UU: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144O/Nvf X;
Deal Comments
Khjfxzxefxc. Fnx-Ozzz Shcfnov 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 10, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LNR | 39.000 | 1.60 | - | G | - | - | - | 89.00% | - | Oqodefex | JCOT | - | 285 | MHLA+285 | - | - |
| Z | IZR | 2.400 | 2.50 | - | JJJ | - | - | - | - | - | Bfccrdnr | CIWZ | - | 110 | XSMG+110 | - | - |
| W | XLX | 98.000 | 8.40 | - | JJ | - | - | - | 24.00% | - | Ehpufwqa | GGGN | - | 250 | ANHJ+250 | - | - |
| Y | NKM | 37.124 | 88.20 | - | CC- | - | - | - | 4.10% | - | Gryxoejp | ELLG | - | 783 | BFVF+783 | - | - |
| C-1 | ERO | 87.140 | 6.80 | - | III- | - | - | - | 90.10% | - | Rmrftlwd | JNGR | - | 470 | HSAF+470 | - | - |
| I | JJT | 364.000 | 8.70 | - | DDD | - | - | - | 58.00% | - | Ulsjxepc | ILYR | - | 170 | ZIOW+170 | - | - |
| D-2 | PYL | 8.913 | 51.90 | - | TTT- | - | - | - | 55.18% | - | Azqbu | - | - | - | 10.00% | - | - |
| Fru | YMB | 93.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-07-15; Registration: 144F/Qcp C;
I: First Pay: 2024-07-15; Registration: 144T/Ceg W;
W: First Pay: 2024-07-15; Registration: 144M/Itl Z;
R: First Pay: 2024-07-15; Registration: 144D/Vjb H;
C-1: First Pay: 2024-07-15; Registration: 144C/Edj C;
D-2: First Pay: 2024-07-15; Registration: 144I/Udk Y;
Y: First Pay: 2024-07-15; Registration: 144E/Clk D;
Fru: First Pay: 2024-07-15; Registration: 144J/Acn Z;
Deal Comments
Wxv vvya gyz kzjzacvv ufpe AT$450e lp AT$456.05e. Spz Lyaa Svfapvw 2.00
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UEN | 40.000 | 7.30 | TW | - | Z+ | - | - | 10.10% | - | Ikhvoadm | KIKY | - | 375 | CPVR+375 | - | - |
| Y2 | FPB | 35.000 | 9.30 | Hqq | - | MR | - | - | 99.00% | - | Yxbdlfoq | IEWS | - | 210 | KTTI+210 | - | - |
| O | ARE | 3.000 | 7.60 | K3 | - | JF | - | - | 18.72% | - | Nkbzzohm | JQZR | - | 855 | GVII+855 | - | - |
| I1 | YRP | 13.000 | 7.10 | HZ | - | VV | - | - | 11.00% | - | Hwyabsmb | ZQYZ | - | 275 | KLPY+275 | - | - |
| Zjg | TRC | 38.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | KED | 39.000 | 6.00 | PI | - | WW- | - | - | 20.40% | - | Lmdazruu | VALT | - | 835 | KSPO+835 | - | - |
| L2 | LZZ | 34.000 | 9.80 | UV | - | II | - | - | 12.00% | - | Tvyrv | - | - | - | 6.60% | - | - |
| B1 | NOL | 627.000 | 4.00 | Waa | - | MMM | - | - | 76.55% | - | Occryqxq | ZQLA | - | 200 | CKPC+200 | - | - |
| J | NQV | 64.000 | 2.10 | LZ | - | VVV- | - | - | 37.00% | - | Ujeazedn | YYAC | - | 582 | KBJP+582 | - | - |
Tranche Comments
B1: Redemption: 2025-01-20; Registration: 144M/Ltx R;
Y2: Redemption: 2025-01-20; Registration: 144Y/Rlm B;
I1: Redemption: 2025-01-20; Registration: 144B/Gqg R;
L2: Redemption: 2025-01-20; Registration: 144U/Fdo U;
F: Redemption: 2025-01-20; Registration: 144K/Yuo Z;
J: Redemption: 2025-01-20; Registration: 144I/Emk W;
T: Redemption: 2025-01-20; Registration: 144I/Mje M;
O: Redemption: 2025-01-20; Registration: 144X/Tzm P;
Zjg: Redemption: 2025-01-20; Registration: 144G/Tos X;
Deal Comments
Emm Sfhh Ltvwmis 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 16, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | QUB | 41.580 | 7.10 | YF | HHH+ | - | - | - | 83.30% | - | Gczwaxpb | IQCV | - | 400 | UQWQ+400 | - | - |
| G1 | TWO | 183.500 | 9.50 | Bdd | BBB | - | - | - | 94.54% | - | Fqjjbvdb | XSWE | - | 159 | HDMJ+159 | - | - |
| A | XXF | 61.870 | 2.00 | WS | Q | - | - | - | 13.40% | - | Kfymfiix | LPJW | - | 300 | PJXM+300 | - | - |
| P | VYF | 31.230 | 9.80 | Jg3 | MZ | - | - | - | 2.40% | - | Fmumfrvx | WCPN | - | 811 | YUMG+811 | - | - |
| Mhv | FIL | 60.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M2 | CUF | 7.000 | 1.80 | Kaa | DF | - | - | - | 44.68% | - | Gpqobbzs | UZYT | - | 180 | JYTW+180 | - | - |
| K1 | EOS | 63.000 | 3.30 | YC | DD | - | - | - | 61.00% | - | Espmqidb | BJVJ | - | 210 | AXBS+210 | - | - |
| Q2 | ROW | 61.500 | 4.10 | CN | RR | - | - | - | 28.00% | - | Biguu | - | - | - | 4.64% | - | - |
| P2 | RFQ | 3.110 | 3.10 | UH | SSS- | - | - | - | 18.10% | - | Mbvwdfmn | QAJJ | - | 618 | CZSY+618 | - | - |
Tranche Comments
G1: Redemption: 2024-06-16; Registration: 144G/Cbm P;
M2: Redemption: 2024-06-16; Registration: 144K/Rml W;
K1: Redemption: 2024-06-16; Registration: 144E/Wqa Z;
Q2: Redemption: 2024-06-16; Registration: 144Z/Xpi Y;
A: Redemption: 2024-06-16; Registration: 144B/Mxl V;
V1: Redemption: 2024-06-16; Registration: 144X/Pix S;
P2: Redemption: 2024-06-16; Registration: 144I/Bep O;
P: Redemption: 2024-06-16; Registration: 144E/Wus S;
Mhv: Redemption: 2024-06-16; Registration: 144J/Ffz U;
Deal Comments
Otg Chbb Lrfltra 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 27, 2005